julian::DeeplyCopyablePricingEngine< T > Class Template Reference

Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing PricingEngine. More...

#include <pricingEngine.hpp>

Inheritance diagram for julian::DeeplyCopyablePricingEngine< T >:
julian::PricingEngine

Public Member Functions

virtual PricingEngineclone () const
 virtual copy constructor More...
 
- Public Member Functions inherited from julian::PricingEngine
virtual double prize (const SmartPointer< MarketModel > &, const SmartPointer< Option > &) const =0
 prizes option using market model More...
 
virtual ~PricingEngine ()
 destructor More...
 

Detailed Description

template<typename T>
class julian::DeeplyCopyablePricingEngine< T >

Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing PricingEngine.

For more details see Virtual Copy Constructor, CRTP and Deep Copy

Member Function Documentation

template<typename T>
virtual PricingEngine* julian::DeeplyCopyablePricingEngine< T >::clone ( ) const
inlinevirtual

virtual copy constructor

Implements julian::PricingEngine.


The documentation for this class was generated from the following file: